Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52178.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48025.87 Kr¶

PnL: ---------------------------------------> -906.13 Kr¶

DD now: ---------------------------------> -1.772 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:23:34.140063'

Anic Portfolio¶

Today¶

Return: -0.167 %¶

This Week¶

Return: -0.262 %¶

Total portfolio value¶

Return including deposits: 70.821 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -1.590000 2269.750000 90.750000 4.160000 2179.000005
BHG Group 49 2.760000 712.460000 73.460000 11.500000 638.999984
Embracer Group B 26 0.910000 723.580000 61.580000 9.300000 661.999988
Vitrolife 3 0.170000 725.400000 48.400000 7.150000 677.000001
Xvivo Perfusion 3 0.340000 883.500000 38.500000 4.560000 845.000001
Biotage 4 1.200000 640.400000 37.400000 6.200000 603.000000
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
SynAct Pharma 9 1.360000 670.500000 25.500000 3.950000 645.000003
Addnode Group B 6 1.170000 775.800000 23.800000 3.160000 751.999998
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 -0.040000 824.700000 2.700000 0.330000 822.000000
Gaming Innovation Group 161 0.780000 4186.000000 -2.000000 -0.050000 4187.999942
Volati 5 -0.350000 570.000000 -4.000000 -0.700000 574.000000
Latour B 2 -0.580000 442.400000 -6.600000 -1.470000 449.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
Investor B 3 0.140000 648.300000 -9.700000 -1.470000 657.999999
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.220000 644.000000 -10.000000 -1.530000 653.999997
Fortnox 10 1.390000 657.800000 -10.200000 -1.530000 668.000000
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
Indutrade 5 0.080000 1300.000000 -20.000000 -1.520000 1320.000000
Nolato B 12 0.100000 627.600000 -20.400000 -3.150000 648.000000
BONESUPPORT HOLDING 10 -0.910000 1203.000000 -21.000000 -1.720000 1224.000000
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -1.250000 551.000000 -42.000000 -7.080000 593.000000
Ambea 68 0.610000 2480.640000 -56.360000 -2.220000 2537.000032
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Investor A 16 0.280000 3451.200000 -93.800000 -2.650000 3545.000000
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Sedana Medical 135 -2.770000 4171.500000 -159.500000 -3.680000 4330.999935
New Wave B 40 -0.720000 3718.400000 -197.600000 -5.050000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 48071.280000 -860.720000 -1.68664% 48931.999868

Updated:¶

'2023-06-16 10:21:23.641036'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶